This seems strange, because you mention doing all the things that needs to be done.
My only two real ideas as to the problem - would be a) one of the statues isn't positioned correct and/or one of the lights isn't blue. b) a game-bug.
The first is easy to test, and I'm sure you have tested it, but try it just one more time, and turn the statues all the way around, and check the switches (even though I know it likely has been done several times).
If all seems to be as it should be, then it is likely a bug. The first thing is the obvious - is your game patched to the latest version (1.62)? - If not, then that is the first step.
Secondly - you can try to reload an earlier save if you have one (always keep extra saves for such occasions - I rarely do myself, and have gotten burned a few times

). Possible restart the module/chapter if you feel like it to see if it happens again.
I don't know of a console command that can turn of the door/puzzle, there is a teleportating command, but I've not used it myself so I can't advice on its functionality.
dm_jumptopoint
Usage: dm_jumptopoint <x> <y> <area>
Where: x is a floating point value indicating the x-coordinate in the area you wish to jump to.
y is a floating point value indicating the y-coordinate in the area you wish to jump to.
area is the area tag of the area you wish to jump to.
Description: This function will send the player to the specified x,y coordinate in the area specified.
Lastly - if you are sure it is a bug and you are running version 1.62, try getting in touch with the official support, to see if they have any experiences with this problem.
But try to redo the puzzle just a few times more, just to be sure
Hope this helps a little, and you get the problem solved

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